+231.2%
GDXJ vs EXR
+216.3%
+14.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -5.5% | +18.2% | -23.7% | -9.3% |
| 3M | -14.6% | +7.3% | -21.9% | -16.1% |
| 6M | -23.2% | +13.8% | -37.0% | -25.8% |
| YTD | -13.0% | +25.9% | -38.9% | -17.9% |
| 1Y | +2.8% | +25.8% | -23.1% | -3.0% |
| 3Y | +221.5% | +53.7% | +167.8% | +188.1% |
| 5Y | +123.4% | -1.8% | +125.1% | +116.3% |
| All | +231.2% | +216.3% | +14.9% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling